+151.8%
ACN vs MSI
+663.2%
-511.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | -5.7% | +2.6% | -8.3% | -7.1% |
| 30D | +17.0% | +18.1% | -1.1% | +7.1% |
| 3M | +39.9% | +13.2% | +26.7% | +31.0% |
| 6M | +50.2% | +36.3% | +13.9% | +27.5% |
| YTD | -4.2% | +39.5% | -43.7% | -21.2% |
| 1Y | +4.3% | +36.9% | -32.6% | -13.4% |
| 3Y | -17.1% | +76.1% | -93.2% | -42.2% |
| 5Y | -26.5% | +123.7% | -150.2% | -56.2% |
| All | +151.8% | +663.2% | -511.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling